Strategy Tester Report
AlpariUK-Demo (Build 225)
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 1 Hour (H1) 2009.08.03 01:00 - 2009.10.01 00:00 (2009.08.01 - 2009.10.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | x="Настройки MACD:"; FastEMA=12; SlowEMA=24; predel=6; x1="Настройки MA:"; SMA1=50; SMA2=100; otstup=10; x2="Значение баров для расчета Стоп-Лосс :"; stoplossbars=6; x3="Коэффициент для расчета профит уровня и закрытия половины позиций:"; pprofitum=2; x4="фильтр по ADX:"; enable=0; periodADX=14; Lots=1; | ||||
| Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
| Mismatched charts errors | 7 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -1497.65 | Gross profit | 3663.65 | Gross loss | -5161.30 |
| Profit factor | 0.71 | Expected payoff | -136.15 | ||
| Absolute drawdown | 3123.50 | Maximal drawdown | 3790.60 (35.54%) | Relative drawdown | 35.54% (3790.60) |
| Total trades | 11 | Short positions (won %) | 7 (14.29%) | Long positions (won %) | 4 (75.00%) |
| Profit trades (% of total) | 4 (36.36%) | Loss trades (% of total) | 7 (63.64%) | ||
| Largest | profit trade | 1781.25 | loss trade | -1136.30 | |
| Average | profit trade | 915.91 | loss trade | -737.33 | |
| Maximum | consecutive wins (profit in money) | 2 (3073.25) | consecutive losses (loss in money) | 6 (-4521.30) | |
| Maximal | consecutive profit (count of wins) | 3073.25 (2) | consecutive loss (count of losses) | -4521.30 (6) | |
| Average | consecutive wins | 2 | consecutive losses | 4 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.08.12 18:00 | buy | 1 | 1.00 | 1.42142 | 1.41339 | 0.00000 | ||
| 2 | 2009.08.12 20:32 | s/l | 1 | 1.00 | 1.41339 | 1.41339 | 0.00000 | -803.00 | 9197.00 |
| 3 | 2009.08.14 20:00 | sell | 2 | 1.00 | 1.41928 | 1.43058 | 0.00000 | ||
| 4 | 2009.08.19 17:00 | buy | 3 | 1.00 | 1.42167 | 1.40917 | 0.00000 | ||
| 5 | 2009.08.21 10:50 | s/l | 2 | 1.00 | 1.43058 | 1.43058 | 0.00000 | -1136.30 | 8060.70 |
| 6 | 2009.08.26 02:00 | sell | 4 | 1.00 | 1.42824 | 1.43175 | 0.00000 | ||
| 7 | 2009.08.26 07:50 | s/l | 4 | 1.00 | 1.43175 | 1.43175 | 0.00000 | -351.00 | 7709.70 |
| 8 | 2009.08.26 14:00 | sell | 5 | 1.00 | 1.42778 | 1.43494 | 0.00000 | ||
| 9 | 2009.08.27 20:15 | s/l | 5 | 1.00 | 1.43494 | 1.43494 | 0.00000 | -718.70 | 6991.00 |
| 10 | 2009.08.31 01:00 | sell | 6 | 1.00 | 1.42834 | 1.43635 | 0.00000 | ||
| 11 | 2009.08.31 16:50 | s/l | 6 | 1.00 | 1.43635 | 1.43635 | 0.00000 | -801.00 | 6190.00 |
| 12 | 2009.09.01 15:00 | sell | 7 | 1.00 | 1.43023 | 1.43728 | 0.00000 | ||
| 13 | 2009.09.08 08:20 | s/l | 7 | 1.00 | 1.43728 | 1.43728 | 0.00000 | -711.30 | 5478.70 |
| 14 | 2009.09.08 13:00 | modify | 3 | 1.00 | 1.42167 | 1.42167 | 0.00000 | ||
| 15 | 2009.09.08 13:00 | close | 3 | 0.50 | 1.44761 | 1.42167 | 0.00000 | 1292.00 | 6770.70 |
| 16 | 2009.09.08 13:00 | buy | 8 | 0.50 | 1.42167 | 1.42167 | 0.00000 | ||
| 17 | 2009.09.11 19:00 | close | 8 | 0.50 | 1.45742 | 1.42167 | 0.00000 | 1781.25 | 8551.95 |
| 18 | 2009.09.14 17:00 | buy | 9 | 1.00 | 1.46310 | 1.45217 | 0.00000 | ||
| 19 | 2009.09.18 10:00 | sell | 10 | 1.00 | 1.46659 | 1.47299 | 0.00000 | ||
| 20 | 2009.09.18 15:20 | s/l | 10 | 1.00 | 1.47299 | 1.47299 | 0.00000 | -640.00 | 7911.95 |
| 21 | 2009.09.24 00:00 | sell | 11 | 1.00 | 1.46921 | 1.48428 | 0.00000 | ||
| 22 | 2009.09.30 23:59 | close at stop | 11 | 1.00 | 1.46374 | 1.48428 | 0.00000 | 543.40 | 8455.35 |
| 23 | 2009.09.30 23:59 | close at stop | 9 | 1.00 | 1.46365 | 1.45217 | 0.00000 | 47.00 | 8502.35 |